-16.5%
DOCU vs CGNX
+39.9%
-56.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -0.3% | +1.5% | -1.7% | -0.2% |
| 30D | +10.9% | -1.8% | +12.7% | +10.8% |
| 3M | +45.8% | +5.3% | +40.5% | +46.0% |
| 6M | +35.3% | +22.3% | +13.0% | +35.2% |
| YTD | -3.8% | +72.2% | -76.0% | -7.5% |
| 1Y | -16.5% | +39.8% | -56.4% | -19.7% |
| All | -16.5% | +39.9% | -56.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling